-29.7%
RIG vs WU
-28.6%
-1.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -8.2% | -4.9% | -3.3% | -7.0% |
| 30D | -0.2% | -1.3% | +1.1% | +0.1% |
| 3M | -2.7% | -3.6% | +0.8% | -4.2% |
| 6M | -7.5% | -24.3% | +16.9% | -0.2% |
| YTD | +38.3% | -21.1% | +59.3% | +45.5% |
| 1Y | +81.8% | -10.3% | +92.2% | +78.5% |
| All | -29.7% | -28.6% | -1.0% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling